Tests of Independence in Separable Econometric Models

A common stochastic restriction in econometric models separable in the latent variables is the assumption of stochastic independence between the unobserved and observed exogenous variables. Both simple and composite tests of this assumption are derived from properties of independence empirical processes and the consistency of these tests is established

Year of publication:	2003
Authors:	Brown, Donald J. ; Wegkamp, Marten H.
Publisher:	[S.l.] : SSRN
Subject:	Ökonometrisches Modell \| Econometric model \| Statistischer Test \| Statistical test \| Theorie \| Theory

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